+302.3%
BN vs EXEL
+354.7%
-52.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | +13.5% | +18.2% | -4.7% | +10.3% |
| 3M | -5.9% | +37.7% | -43.7% | -11.0% |
| 6M | -8.9% | +42.2% | -51.2% | -14.6% |
| YTD | -7.9% | +61.3% | -69.2% | -15.8% |
| 1Y | -8.3% | +64.5% | -72.8% | -16.5% |
| 3Y | +100.8% | +236.7% | -135.9% | +58.1% |
| 5Y | +38.2% | +296.3% | -258.1% | +4.6% |
| 10Y | +302.3% | +331.1% | -28.8% | +197.1% |
| All | +302.3% | +354.7% | -52.3% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling